Using one of the largest hedge fund databases ever used (2796 individual funds including
801 dissolved), we investigate hedge funds performance using various asset pricing models, …

This paper tests the performance of 2894 hedge funds in a time period that encompasses
unambiguously bullish and bearish trends whose pivot is commonly set at March 2000. The …

In homogeneous and isotropic turbulence, the relative contributions of different physical
mechanisms to the energy cascade can be quantified by an exact decomposition of the energy …

… Daniel Capocci’s book gives us important clues to answering this question. It provides valuable
insights into hedge fund strategies and a framework for assessing hedge fund products. …

… We use the Capocci and Hubner (2004) multifactor model that extends the Carhart (1997)
specification by combining it with factors specific to hedge funds.Our multi-factor models …

Using an original database of 634 market neutral hedge funds, this study formally analyses
the market neutrality of market neutral funds which are particular in the hedge fund universe …

… based on past performance (see Capocci and Hübner, 2004)… factor model that is adapted
from Capocci and Hübner (2004) … It is also interesting to mention that we combine Capocci and …

… to stress that hedge funds have no formal obligation to disclose information on their funds
or to bring out their results and that they are not allowed (in some countries, see Capocci and …

… More recently, in 2001, Capocci & Hübner (2004) estimated that there were 6.000 HF … Finally,
Capocci (2004b) proves that there is persistence in CTA returns for badly performing funds, …

In hydrodynamic (HD) turbulence an exact decomposition of the energy flux across scales
has been derived that identifies the contributions associated with vortex stretching and strain …